Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.712 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52282.71 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48153.64 Kr¶

PnL: ---------------------------------------> -778.36 Kr¶

DD now: ---------------------------------> -1.577 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 15:50:58.447064'

Anic Portfolio¶

Today¶

Return: 0.399 %¶

This Week¶

Return: -0.064 %¶

Total portfolio value¶

Return including deposits: 71.16 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 7.080000 703.640000 64.640000 10.120000 638.999984
Xvivo Perfusion 3 -0.510000 877.500000 32.500000 3.850000 845.000001
Biotage 4 1.280000 632.000000 29.000000 4.810000 603.000000
Embracer Group B 26 2.140000 689.000000 27.000000 4.080000 661.999988
Vitrolife 3 1.560000 703.200000 26.200000 3.870000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Humana 40 4.830000 694.400000 20.400000 3.030000 674.000000
Addtech B 3 0.420000 718.200000 18.200000 2.600000 699.999999
Fortnox 10 1.450000 686.200000 18.200000 2.720000 668.000000
Sedana Medical 135 5.030000 4341.600000 10.600000 0.240000 4330.999935
SynAct Pharma 9 -0.410000 655.200000 10.200000 1.580000 645.000003
NCC B 7 0.370000 659.050000 5.050000 0.770000 653.999997
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
Addnode Group B 6 -0.550000 756.000000 4.000000 0.530000 751.999998
Latour B 2 -0.620000 449.200000 0.200000 0.040000 449.000000
Indutrade 5 -0.720000 1319.000000 -1.000000 -0.080000 1320.000000
Volati 5 -0.170000 572.000000 -2.000000 -0.350000 574.000000
SCA A 4 1.090000 594.400000 -4.600000 -0.770000 599.000000
Nolato B 12 -1.020000 640.800000 -7.200000 -1.110000 648.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
Investor B 3 -0.370000 646.350000 -11.650000 -1.770000 657.999999
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Sdiptech B 3 -2.040000 807.600000 -14.400000 -1.750000 822.000000
Lime Technologies 2 -4.460000 557.000000 -36.000000 -6.070000 593.000000
Ambea 68 1.210000 2495.600000 -41.400000 -1.630000 2537.000032
Creades A 7 -0.260000 547.400000 -63.600000 -10.410000 610.999998
Lundin Gold 7 -1.370000 904.400000 -69.600000 -7.150000 973.999999
Investor A 16 -0.600000 3444.800000 -100.200000 -2.830000 3545.000000
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
New Wave B 40 -0.640000 3736.000000 -180.000000 -4.600000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48153.640000 -778.360000 -1.57687% 48931.999868

Updated:¶

'2023-06-14 15:51:15.727986'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶